Heat the oven to 350°F. Combine the butter and sugars in the bowl of a stand mixer fitted with the paddle attachment and cream together on medium-high for 2 to 3 minutes, until fluffy and pale yellow in color. On low speed, add the egg yolk and increase the speed to medium-high and beat for 1 to 2 minutes, until the sugar granules fully dissolve and the mixture is a pale white.

Scrape down the sides of the bowl with a spatula.

On low speed, add the flour, oats, baking powder, baking soda, and salt. Mix for a minute, until your dough comes together and any remnants of dry ingredients have been incorporated.

Nonstick spray a quarter sheet pan and plop the cookie dough in the center of the pan and, with a spatula, spread it out until it is ¼ inch thick. The dough won't end up covering the entire pan; this is OK.

Bake for 15 minutes, or until it resembles an oatmeal cookie – caramelized on top and puffed slightly but set firmly.

While warm to the touch, transfer the oat cookie to a bowl, crumble it diligently with your hands until it breaks down into a pebble like state.

Divide the oat crust evenly between 2 (10-inch) pie tins. Using your fingers and the palms of your hands, press the oat cookie crust firmly into each pie tin, making sure the bottom and sides of the tin are evenly covered.

For the filling

Combine the sugar, brown sugar, milk powder, corn powder, and salt in the bowl of a stand mixer fitted with the paddle attachment and mix on low speed until evenly blended.

Add the melted butter and paddle for 1 to 2 minutes until all the dry ingredients are moist. Add the heavy cream and vanilla and continue mixing on low for 1 to 2 minutes until any white streaks from the cream have completely disappeared into the mixture.

Scrape down the sides of the bowl with a spatula.

Add the egg yolks, paddling them into the mixture just to combine; be careful not to aerate the mixture, but be certain the mixture is glossy and homogenous. Mix on low speed until it is.

Assembling the pie

Adjust your oven to 300°F to prepare for toasting the walnuts. Spread all of the walnuts on a baking sheet and toast lightly for 20 minutes. Cool completely.

Heat oven back to 350°F and put both Oat Cookie pie crusts on a sheet pan. Divide 3 cups toasted and cooled walnuts between the two pie crusts. Divide and pour the pie filling evenly over the two pie crusts already filled with walnuts.

Bake for 15 minutes. The pies should be golden brown on top but will still be very jiggly.

Open the oven door for a minute and reduce the oven temperature to 325°F. Keep the pies in the oven during this process. When the oven reaches 325°F, close the door and bake the pies for 5 minutes longer.

The pies should still be jiggly in the bull's-eye center but not around the outer edges. If the filling is still too jiggly, leave the pies in the oven for an additional 5minutes (every oven is a little different!).

Gently take the pan with pies out of the oven and transfer to a rack to cool to room temperature. (You can speed up the cooling process by carefully transferring the pies to the fridge or freezer if you're in a hurry.)Then freeze your pies for at least 3 hours, or overnight, to condense the filling for a dense final product – freezing is the signature technique and results in a perfectly executed walnut oat cookie pie.

Decorate your pies with remaining 1/2 cup of toasted walnuts and dust with confectioners' sugar, either passing it through a fine sieve or with a pinch using your fingers. Slice and serve.